-99.0%
AMC vs BTG
+158.3%
-257.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -4.2% |
| 7D | -7.1% | -5.5% | -1.6% | -7.2% |
| 30D | -1.7% | +6.1% | -7.8% | -1.5% |
| 3M | +13.5% | +38.6% | -25.2% | +14.9% |
| 6M | +112.6% | +0.7% | +111.9% | +112.8% |
| YTD | +51.3% | +20.3% | +30.9% | +53.0% |
| 1Y | -14.5% | +25.0% | -39.5% | -13.3% |
| 3Y | -67.1% | +97.3% | -164.4% | -65.6% |
| 5Y | -99.5% | +78.3% | -177.9% | -99.5% |
| All | -99.0% | +158.3% | -257.3% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling